+192.6%
USFD vs CASY
+250.1%
-57.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +3.0% | +1.1% | +1.9% | +2.6% |
| 30D | +11.1% | +8.7% | +2.4% | +8.1% |
| 3M | -0.3% | -17.3% | +17.0% | +5.4% |
| 6M | +15.9% | -19.7% | +35.6% | +22.5% |
| YTD | +41.6% | +24.8% | +16.8% | +26.1% |
| 1Y | +49.4% | +31.9% | +17.5% | +29.8% |
| 3Y | +157.8% | +155.4% | +2.5% | +62.4% |
| All | +192.6% | +250.1% | -57.6% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling